+1,311.4%
AMT vs ZBRA
+2,666.7%
-1,355.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.4% |
| 7D | -0.2% | +1.8% | -2.0% | -0.7% |
| 30D | +4.6% | -1.7% | +6.3% | +5.0% |
| 3M | -8.4% | +47.8% | -56.2% | -18.7% |
| 6M | -6.0% | +56.7% | -62.8% | -18.4% |
| YTD | +2.1% | +49.4% | -47.3% | -10.7% |
| 1Y | -6.4% | +16.5% | -22.9% | -13.1% |
| 3Y | +8.1% | +31.5% | -23.4% | -8.0% |
| 5Y | -31.9% | -38.6% | +6.7% | -30.5% |
| 10Y | +97.1% | +421.0% | -323.8% | -2.2% |
| All | +1,311.4% | +2,666.7% | -1,355.3% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling